Is it immodest to walk around your house naked when you're alone?
Modesty is not calling attention to yourself by how you appear. Since there is no one else there, by definition it cannot be immodest. I suppose you could say it isn't much different than being naked in the bathroom. However, consider that homes have windows. You don't want someone walking down the street to see you in the nude. There is also the problem that your folks can come home when you don't expect it and it will be awkward explaining why you wandering around without your clothes.